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Canva
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- @ptuls
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tabnet-modified
tabnet-modified PublicModification of TabNet as suggested in the Medium article, "The Unreasonable Ineffectiveness of Deep Learning on Tabular Data"
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multiarm_kelly_portfolio
multiarm_kelly_portfolio PublicSimulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
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IC_Selection
IC_Selection PublicCode for model selection via five information criteria: Akaike's information criterion (AIC), the corrected AIC for finite length observations (AICc), Bayesian information criterion (BIC), two-stag…
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bitcoin_price_forecasting
bitcoin_price_forecasting PublicDeveloping pricing models for Bitcoin
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HMC_TruncatedGaussian
HMC_TruncatedGaussian PublicHamiltonian Markov Chain (HMC) code for generating multivariate truncated Gaussian random variables with general covariance matrix and linear inequality constraints.
Python 3
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